Details about Jose Gonzalo Rangel

Access statistics for papers by Jose Gonzalo Rangel.

Last updated 2019-07-04. Update your information in the RePEc Author Service.

Short-id: pra223

Working Papers

2012

1. Capital Controls and Exchange Rate Expectations in Emerging Markets
   Working Papers, Banco de México View citations (2)

2010

2. Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009
   Working Papers, Banco de México View citations (3)

2009

3. High and Low Frequency Correlations in Global Equity Markets
   Working Papers, Banco de México View citations (9)
4. Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics
   Working Papers, Banco de México View citations (2)
   See also Journal Article Macroeconomic news, announcements, and stock market jump intensity dynamics, Journal of Banking & Finance, Elsevier (2011) View citations (90) (2011)
5. The Factor-Spline-GARCH Model for High and Low Frequency Correlations
   Working Papers, Banco de México View citations (12)
   See also Journal Article The Factor--Spline--GARCH Model for High and Low Frequency Correlations, Journal of Business & Economic Statistics, Taylor & Francis Journals (2011) View citations (19) (2011)

2005

6. The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes
   Working Papers, Czech National Bank View citations (36)

Journal Articles

2012

1. Revisiting the effects of country specific fundamentals on sovereign default risk
   Economics Bulletin, 2012, 32, (4), 3008-3016 View citations (3)

2011

2. Inflación, crecimiento y bienestar social
   Monetaria, 2011, XXXIV, (2), 125-196
3. Macroeconomic news, announcements, and stock market jump intensity dynamics
   Journal of Banking & Finance, 2011, 35, (5), 1263-1276 View citations (90)
   See also Working Paper Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics, Working Papers (2009) View citations (2) (2009)
4. The Factor--Spline--GARCH Model for High and Low Frequency Correlations
   Journal of Business & Economic Statistics, 2011, 30, (1), 109-124 View citations (19)
   See also Working Paper The Factor-Spline-GARCH Model for High and Low Frequency Correlations, Working Papers (2009) View citations (12) (2009)

2008

5. The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
   The Review of Financial Studies, 2008, 21, (3), 1187-1222 View citations (492)